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Option Implied Risk-Neutral Distributions and Implied Binomial Trees : a Literature Review

Option Implied Risk-Neutral Distributions and Implied Binomial Trees : a Literature Review

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JACKWERTH, Jens Carsten, 1999. Option Implied Risk-Neutral Distributions and Implied Binomial Trees : a Literature Review. In: Journal of Derivatives. 7(2), pp. 66-82. ISSN 1074-1240. Available under: doi: 10.3905/jod.1999.319143

@article{Jackwerth1999Optio-12210, title={Option Implied Risk-Neutral Distributions and Implied Binomial Trees : a Literature Review}, year={1999}, doi={10.3905/jod.1999.319143}, number={2}, volume={7}, issn={1074-1240}, journal={Journal of Derivatives}, pages={66--82}, author={Jackwerth, Jens Carsten} }

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